Forget the Torsen for now... plenty of other things to spend your money on.
As others have said, GET A TUNEUP!!!
Change all the fluids.
Plugs and plug wires.
Motor Mounts (get the Mazdaspeed ones).
Give the thing a thorough bath. Spend an entire day and clean the whole thing. Two coats of wax. Put the car up on jacks and pressure wash the underbody. Take a toothbrush to the engine compartment. Shampoo the interior and soak the dash and doors in vinyl protectant.
Run a bottle of Seafoam through the intake (do a search if you don't know how to do this) and add another bottle to the gastank.
Make a thorough inspection of the radiator paying particular attention to the endtanks... they're made of plastic and fail.
As for first upgrades...
Brakes are a logical place to start. You don't need to go fancy with rotors, stock ones are fine. Hawk/RPS/EBC, etc... do some homework on pads that will suit your driving needs... and I vote for Goodridge for brakelines.
Rollbar: NOT A STYLEBAR! Hard-Dog, Boss-Frog, and Autopower are the three main brands.
If you're planning on turbo eventually, I'd hit the suspension next. You can go mild or wild. If you're looking to get your feet wet, then some Racing Beat swaybars and KYB AGX 8-way shocks are the cheapest quality ticket. You can spend more, but until you can actually drive the car, these will suit fine for making the thing more capable.
Tires/Wheels: The lighter the better. No reason to go bigger than 15".
For now, I'd skip anything engine-related except for the plug wires and other things I listed first. Definitely DON'T spend any money on power mods like intake or exhaust until you've decided how quickly and in what manner you're going to turbo.
To do some homework, www.good-win-racing.com
is a nice place to check out to see a lot of the more popular Miata performance parts in one spot. I purchased a lot of things from him when I was living in California. It'll give you a good idea of what's out there and what things cost new. Shop around though as there are lots of vendors.
DO NOT GO TO A DEALERSHIP FOR PARTS!!!
For OEM replacement parts, this is the only place to go. http://www.finishlineperformance.com/
They are a dealership, but the owner has a hard-on for guys who do their own work. The prices you see there are about half of what they are at another dealership. They ship same-day and charge actual shipping.
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